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~institution:"Centre for Analytical Finance <Århus>"
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Estimation theory
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Barndorff-Nielsen, Ole E.
3
Sørensen, Michael
3
Nielsen, Jens Perch
2
Shephard, Neil G.
2
Tanggaard, Carsten
2
Bladt, Mogens
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Brunetti, Celso
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Kelly, Leah
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Lunde, Asger
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1
Stegenborg Larsen, Kristian
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Søndergaard Rasmussen, Nicki
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Sørensen, Helle
1
Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
482
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
216
International Monetary Fund (IMF)
211
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
134
School of Economics and Management, University of Aarhus
49
Ekonomiska forskningsinstitutet <Stockholm>
40
Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg
35
National Bureau of Economic Research (NBER)
33
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
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Department of Econometrics and Business Statistics, Monash Business School
30
Institute for the Study of Labor (IZA)
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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C.E.P.R. Discussion Papers
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European University Institute / Department of Economics
26
Tinbergen Instituut
26
Umeå universitet
26
Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland
26
Cowles Foundation for Research in Economics, Yale University
25
University of New England / Department of Econometrics
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OECD
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Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
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CESifo
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International Monetary Fund
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17
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16
Département de Sciences Économiques, Université de Montréal
16
London School of Economics and Political Science
16
Centre for Quantitative Economics & Computing
15
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14
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
14
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13
Department of Economics, University of Pennsylvania
13
Econometric Society
13
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
14
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ECONIS (ZBW)
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1
Econometric analysis of realised covariation : high frequency
covariance
, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
Saved in:
2
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
3
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
4
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
5
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
Saved in:
6
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
7
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
8
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
9
Local
linear
density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
10
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
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